+277.8%
ORCL vs XYL
+104.0%
+173.8%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | -1.8% | +10.6% | +9.5% |
| 7D | +3.8% | -5.9% | +9.6% | +6.2% |
| 30D | -6.6% | -7.3% | +0.7% | -5.3% |
| 3M | -11.4% | -22.5% | +11.1% | -3.0% |
| 6M | -33.3% | -14.4% | -18.9% | -30.7% |
| YTD | -33.3% | -29.4% | -3.9% | -24.9% |
| 1Y | -44.9% | -35.6% | -9.3% | -35.4% |
| 3Y | +17.6% | +0.3% | +17.4% | +11.9% |
| 5Y | +46.1% | -22.3% | +68.4% | +51.5% |
| 10Y | +277.8% | +103.2% | +174.5% | +163.7% |
| All | +277.8% | +104.0% | +173.8% | +163.7% |
Cumulative growth
Daily Returns
Daily percentage return beside XYL.
Daily Out/Under-Performance
Portfolio return minus XYL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XYL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded XYL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling